+112.4%
DE vs FRSH
-72.6%
+185.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -2.4% | -11.2% | +8.8% | -1.3% |
| 30D | +9.7% | -0.8% | +10.5% | +9.6% |
| 3M | +21.4% | +26.4% | -5.0% | +18.1% |
| 6M | +15.0% | +48.4% | -33.4% | +9.5% |
| YTD | +46.4% | -3.1% | +49.5% | +45.6% |
| 1Y | +45.6% | -8.7% | +54.3% | +45.7% |
| 3Y | +76.8% | -45.8% | +122.6% | +83.7% |
| All | +112.4% | -72.6% | +185.0% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling